I dont know with what version it got introduced but the messages now display in oncoming order. I preferred the way it was where i saw the people sorted by the date they were coming. Basically a hybrid between messages and calendar
I don't think there is a way to change the order in the inbox.
As a suggestion if you go to the 'Your Reservations' section, these are always listed in the order of booking and you can press ' message history' here to see your correspondance with your guest.